+635.0%
PG vs DIA
+1,121.6%
-486.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -2.7% |
| 30D | -2.6% | -2.7% | +0.1% | -1.0% |
| 3M | -3.3% | +3.3% | -6.6% | -5.2% |
| 6M | -6.7% | +10.4% | -17.2% | -12.2% |
| YTD | +1.7% | +10.0% | -8.2% | -4.1% |
| 1Y | -7.9% | +16.2% | -24.1% | -16.1% |
| 3Y | +0.9% | +58.7% | -57.8% | -24.8% |
| 5Y | +12.6% | +63.6% | -50.9% | -18.1% |
| 10Y | +117.2% | +251.0% | -133.9% | -3.8% |
| All | +635.0% | +1,121.6% | -486.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DIA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling